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RBA Glossary definition for TWI

TWI – Trade-weighted index. The TWI is the weighted average value of the Australian dollar in relation to the currencies of Australia's trading partners. The base level was set at 100 in May 1970. The TWI is calculated daily at 4 pm.

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Introduction

29 May 2017 RDP 2017-02
James Bishop and Peter Tulip
Variables include: US real GDP, commodity prices, real GDP, underlying inflation, the cash rate, and the real exchange rate (real TWI), in that order. ... TWI, respectively.
https://www.rba.gov.au/publications/rdp/2017/2017-02/introduction.html
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Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages

1 Dec 2009 RDP PDF 776KB
0.6. 1.2. TWI. Yen. Mark. Pound. 0.0. 0.6. 1.2. 0.0. 0.6. ... When combined with their lower troughs, thisgives the AUD and the TWI the highest tension coefficients.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf

Appendix E: Extra VAR Results

14 Mar 2016 RDP 2016-01
Angus Moore
They are also robust to including the nominal TWI, or excluding the terms of trade.
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-e.html
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Appendix C: Regression Results

1 Aug 1993 RDP 9310
Gordon Menzies and Geoffrey Heenan
x. t3. 0.2601. 2.7. x. t4. 0.0685. 0.9. twi. t. 0.0253. ... 0.2. twi. t1. 0.1236. 0.6. twi. twi. t2. 0.4487. 1.6. χ.
https://www.rba.gov.au/publications/rdp/1993/9310/appendix-c.html
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The Relationship between Financial Indicators and Economic Activity: Some Further Evidence

19 Nov 2012 RDP PDF 1506KB
1972:2- 1988:2 Real Mpts RealPFO Ml TWI PO IFF M7PFO Real Mpts Real PFD M3 TWI PDIFF M7PFO. ... Variable Test Real lmEts Real ExEts NomlmEts NomExEts 90 day Bill TWI GDPDef.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf

Volatility of the Australian Dollar Exchange Rate

19 Nov 2012 RDP PDF 525KB
TWI 1980 1981 1982 1983 1980-1983. 1984 1985 1986 1987 1988 1989 1984-1989. ... AUD/USD AUD/TWI AUD/ MERM. Standard Deviation of Daily Percentage Change. 1980 0.22 0.06 n.a.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf

Empirical Estimates

31 Dec 2003 RDP 2003-03
Nikola Dvornak, Marion Kohler and Gordon Menzies
twi. On the demand side, overseas consumers can buy the Australian good for p. ... Table 2 summarises the results for the implied trade-weighted exchange rate index (TWI) equilibrium evaluated at some alternative reference points.
https://www.rba.gov.au/publications/rdp/2003/2003-03/empirical-estimates.html
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Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

3 May 2023 RDP PDF 247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf

Skewness

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
Currency a. $US. ¥. £. DM. $C. TWI. Period. Jan 79 – Dec 83. ... of $A Against the TWI, Jan 86 to Apr 89 Using Dataset B.
https://www.rba.gov.au/publications/rdp/1989/8906/skewness.html
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Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
10. Figure 1: Terms of Trade and the Australian Dollar TWI Post-float average = 100. ... 140. 160. 180. Real TWI. 2014. indexindex. Nominal TWI. Goods terms of trade.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf